+184.1%
FTI vs PFGC
+351.0%
-166.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.6% |
| 7D | +4.3% | +3.4% | +0.9% | +2.9% |
| 30D | -4.7% | +16.9% | -21.6% | -11.6% |
| 3M | -13.5% | +6.4% | -19.9% | -16.8% |
| 6M | -8.7% | +16.0% | -24.7% | -16.0% |
| YTD | +49.0% | +23.6% | +25.4% | +31.5% |
| 1Y | +54.0% | +16.6% | +37.4% | +39.2% |
| 3Y | +211.6% | +82.3% | +129.3% | +128.9% |
| 5Y | +881.9% | +138.7% | +743.2% | +509.0% |
| All | +184.1% | +351.0% | -166.9% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling